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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Volatility"
~person:"Monfort, Alain"
~person:"Rosenbaum, Mathieu"
~subject:"Risikoprämie"
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Banque de France Working Paper
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Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
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2006
Persistent link: https://www.econbiz.de/10003342570
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2
Multi-lag term structure models with stochastic risk premia
Monfort, Alain
;
Pegoraro, Fulvio
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2006
Persistent link: https://www.econbiz.de/10003468040
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Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
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2006
Persistent link: https://www.econbiz.de/10003447913
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